Access Statistics for Emre Yoldas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies? 1 1 5 64 1 3 22 125
Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies 0 0 0 67 0 1 6 126
Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? 0 0 0 41 0 0 4 46
Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets 0 0 0 44 1 3 14 80
Financial Stress and Equilibrium Dynamics in Money Markets 0 0 0 20 1 1 12 57
Government debt and macroeconomic activity: a predictive analysis for advanced economies 0 0 1 115 1 2 11 353
Monetary Policy and Exchange Rates during the Global Tightening 0 0 3 13 0 3 29 51
Multivariate Autocontours for Specification Testing in Multivariate GARCH Models 0 0 0 5 0 0 12 42
Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model 0 0 1 60 0 1 12 90
The Impact of COVID-19 on Emerging Market Economies' Financial Conditions 0 0 0 36 0 0 17 92
U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum 0 1 3 16 1 4 31 57
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 73 0 1 18 103
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 70 0 0 12 174
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 144 0 2 12 334
When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets 0 1 3 63 1 3 15 140
Total Working Papers 1 3 16 831 6 24 227 1,870

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autocontour-based evaluation of multivariate predictive densities 0 0 0 10 1 1 7 211
Autocontours: Dynamic Specification Testing 0 0 0 17 0 3 9 101
Autocontours: Dynamic Specification Testing 0 0 0 0 0 0 4 50
Cyclical Dynamics of the Turkish Economy and the Stock Market 0 0 0 10 1 1 13 69
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach 0 0 1 24 1 3 19 216
Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model 0 0 0 32 0 1 11 158
Optimality of the RiskMetrics VaR model 0 0 1 123 0 0 11 362
Public debt and macroeconomic activity: a predictive analysis for advanced economies 0 0 0 23 0 0 4 70
Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications 0 0 0 5 0 0 4 35
What does financial volatility tell us about macroeconomic fluctuations? 0 0 0 20 0 0 16 144
Total Journal Articles 0 0 2 264 3 9 98 1,416

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Statistics updated 2026-10-11